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Supported Sub Solvers

In order to use GAMS/BARON, users will need to have a GAMS/BARON license and as well as a licensed GAMS linear programming (LP) solver. A licensed GAMS nonlinear programming (NLP) solver is optional and usually expedites convergence. By default, GAMS/BARON will attempt to use CPLEX as the LP solver and MINOS as the NLP solver. If the user does not have licenses for these solvers, then the user can either explicitly set the options LPSol and NLPSol to specify another LP or NLP solver or let BARON automatically switch to CLP and IPOPT.

At the time of writing the valid LP solvers are CLP, CPLEX, and XPRESS.

Purchasing a high-performance LP solver like CPLEX, or XPRESS is highly recommended since the LPs that GAMS/BARON solves can become quite large and difficult.

The LP solver CLP does not require a special license, this is included in the GAMS/BASE license

As NLP solvers all GAMS NLP solvers can be used. While IPOPT, MINOS and SNOPT can be chosen using the option NLPsol=9, NLPsol=2 and NLPsol=4, respectively, all other solvers can be chosen via NLPsol=6 and the addition option ExtNLPSolver. E.g ExtNLPSolver=conopt.1 will instruct Baron to use Conopt with an option file conopt.opt.

The NLP solver IPOPT does not require a special license, this is included in the GAMS/BASE license

GAMS/BARON can be used without an NLP solver by setting DoLocal=0 and NumLoc=0 in a GAMS/BARON option file. Please consult §4 of the GAMS/BARON manual for further information.

Please see the latest sub-solvers that are supported by BARON from the BARON manual.

While GAMS/BARON is recommended with a commercial strength LP and NLP solver, a minimum system does not require any additional solver license (starting with GAMS/BARON 10 in GAMS distribution 23.8) by setting LPsol=8 (CLP) and NLPsol=9 (IPOPT) in a GAMS/BARON option file